Senior Quantitative Risk Analytics Lead

ATB Financial; Toronto; Hybrid; CAD 91,000 - 108,000; Full time

Benefits offered by this job

Hybrid work arrangement

Job summary

ATB Financial is seeking a Senior Analyst, Quantitative Risk Analytics, to join its fast-growing Financial Risk Management team. The role centers on building and maintaining the quantitative engine for risk models, including VaR, PFE, and XVA, with rigorous methodology writing and governance.

You’ll work in a hybrid setup across Calgary, Edmonton, or Toronto, combining coding, mathematical analysis, and clear quantitative writing to evolve automated, auditable FRM processes.

Qualifications

• Master’s degree in a quantitative field (Quantitative Finance, Mathematics, Statistics, Financial Engineering, Physics, Computer Science).
• 2–5 years of hands-on experience in quantitative risk analysis, model development, validation, or financial engineering within capital markets or banking.
• Strong coding in Python and SQL; familiarity with capital markets platforms like Murex and market data tools.

Responsibilities

• Lead drafting, updating, and maintenance of methodology documentation for 2LoD risk models (VaR, SVaR, PFE, XVA).
• Develop, execute, and formalize backtesting frameworks and performance monitoring across material risk models.
• Support onboarding, testing for new products and VaR/PFE models prior to production deployment.
• Calibrate model parameters, maintain model inventories, and ensure accurate data inputs.
• Build automated data pipelines and scripts for monitoring, stress testing, and reporting.

Skills

Python

SQL

BigQuery

Murex

Bloomberg/BQL

Education

Master's degree in quantitative field

Tools

Murex

Bloomberg/BQL

Job description

ATB Financial is seeking a Senior Analyst, Quantitative Risk Analytics, to join its fast-growing Financial Risk Management team. The role centers on building and maintaining the quantitative engine for risk models, including VaR, PFE, and XVA, with rigorous methodology writing and governance.

You’ll work in a hybrid setup across Calgary, Edmonton, or Toronto, combining coding, mathematical analysis, and clear quantitative writing to evolve automated, auditable FRM processes.